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A new self –scaling VM-algorithm with an adaptive line search | ||
| Journal of Education and Science | ||
| Article 6, Volume 23, Issue 1, 2010, Pages 44-53 PDF (0 K) | ||
| DOI: 10.33899/edusj.2010.57975 | ||
| Authors | ||
| Abbas. Al-Baiati* ; Salah G. Shareef* ; Hamsa Th. Chilmerane* | ||
| Abstract | ||
| Abstract In this study, a new self-scaling VM algorithm for solving large-scale nonlinear unconstrained optimization problems is proposed. The new algorithm is a kind of line search procedure .The local convergence theory for the BFGS matrix implementation of this variable metric is applied to achieve a globally convergent property.Numerical experiments have been done with the standard BFGS algorithm with very promising results. | ||
| Keywords | ||
| self –scaling; large-scale nonlinear; line search procedure | ||
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